Pha Le (Vietnam) Alpha and Beta Analysis
| PLP Stock | 4,640 40.00 0.85% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Pha Le Plastics. It also helps investors analyze the systematic and unsystematic risks associated with investing in Pha Le over a specified time horizon. Remember, high Pha Le's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Pha Le's market risk premium analysis include:
Beta (0.25) | Alpha (0.05) | Risk 1.73 | Sharpe Ratio (0.03) | Expected Return (0.05) |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
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Pha Le Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Pha Le market risk premium is the additional return an investor will receive from holding Pha Le long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Pha Le. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Pha Le's performance over market.| α | -0.05 | β | -0.25 |
Pha Le expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Pha Le's Buy-and-hold return. Our buy-and-hold chart shows how Pha Le performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Pha Le Market Price Analysis
Market price analysis indicators help investors to evaluate how Pha Le stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Pha Le shares will generate the highest return on investment. By understating and applying Pha Le stock market price indicators, traders can identify Pha Le position entry and exit signals to maximize returns.
Pha Le Return and Market Media
The median price of Pha Le for the period between Mon, Sep 16, 2024 and Sun, Dec 15, 2024 is 4680.0 with a coefficient of variation of 3.15. The daily time series for the period is distributed with a sample standard deviation of 147.14, arithmetic mean of 4668.64, and mean deviation of 119.67. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Pha Le Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Pha or other stocks. Alpha measures the amount that position in Pha Le Plastics has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Pha Le in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Pha Le's short interest history, or implied volatility extrapolated from Pha Le options trading.
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Other Information on Investing in Pha Stock
Pha Le financial ratios help investors to determine whether Pha Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Pha with respect to the benefits of owning Pha Le security.